+216.5%
AZN vs CPRT
+380.0%
-163.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.9% |
| 7D | -1.6% | -11.2% | +9.6% | +1.0% |
| 30D | +1.1% | +3.3% | -2.3% | +0.1% |
| 3M | -12.1% | -3.6% | -8.6% | -11.8% |
| 6M | -17.1% | -15.8% | -1.4% | -14.4% |
| YTD | -12.0% | -23.5% | +11.5% | -7.3% |
| 1Y | -0.2% | -38.8% | +38.5% | +10.5% |
| 3Y | +26.8% | -33.4% | +60.2% | +35.9% |
| 5Y | +56.9% | -16.4% | +73.2% | +55.5% |
| All | +216.5% | +380.0% | -163.5% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CPRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling